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Semiparametric Conditional Quantile Estimation through Copula-Based Multivariate Models

Bibliographic reference Noh, Hohsuk ; El Ghouch, Anouar ; Van Keilegom, Ingrid. Semiparametric Conditional Quantile Estimation through Copula-Based Multivariate Models. ISBA Discussion Paper ; 2013/23 (2013) 28 pages
Permanent URL http://hdl.handle.net/2078.1/130584